+50.3%
INTC vs AXP
+117.6%
-67.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.3% |
| 7D | -14.4% | +0.6% | -15.0% | -14.8% |
| 30D | -50.2% | +5.8% | -56.1% | -51.8% |
| 3M | -43.6% | -6.0% | -37.6% | -41.9% |
| 6M | -50.2% | +0.3% | -50.5% | -50.8% |
| YTD | +52.5% | -12.3% | +64.8% | +61.9% |
| 1Y | +51.1% | -11.2% | +62.4% | +58.9% |
| 3Y | +50.3% | +117.0% | -66.7% | +11.1% |
| All | +50.3% | +117.6% | -67.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling